#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Models/Equity/HestonModel.h>
#pragma unmanaged 
#include <ql\models\equity\batesmodel.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Processes;
using namespace Cephei::QL::Models;
using namespace Cephei::QL::Math::Optimization;
using namespace Cephei::QL::Math;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Models { namespace Equity {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IBatesDoubleExpModel
	public ref class CBatesDoubleExpModel  : 
            public CHestonModel,
            public Cephei::QL::Models::Equity::IBatesDoubleExpModel
	{
	protected: 
		boost::shared_ptr<QuantLib::BatesDoubleExpModel>* _ppBatesDoubleExpModel;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::BatesDoubleExpModel>* _phBatesDoubleExpModel;
#endif
		Object^ _BatesDoubleExpModelOwner;     // reference to object that manages the storage for this object
	internal:
		CBatesDoubleExpModel (Cephei::QL::Processes::IHestonProcess^ process, Microsoft::FSharp::Core::FSharpOption<Double>^ lambda, Microsoft::FSharp::Core::FSharpOption<Double>^ nuUp, Microsoft::FSharp::Core::FSharpOption<Double>^ nuDown, Microsoft::FSharp::Core::FSharpOption<Double>^ p);
        CBatesDoubleExpModel (boost::shared_ptr<QuantLib::BatesDoubleExpModel>& childNative, Object^ owner);
        CBatesDoubleExpModel (QuantLib::BatesDoubleExpModel& childNative, Object^ owner);
        CBatesDoubleExpModel (CBatesDoubleExpModel^ copy);
        CBatesDoubleExpModel (PLATFORM::Type^ t);
#ifdef STRUCT
        CBatesDoubleExpModel (QuantLib::BatesDoubleExpModel childNative);
#endif       
#ifdef HANDLE
		CBatesDoubleExpModel (QuantLib::Handle<QuantLib::BatesDoubleExpModel>& childNative, Object^ owner);
		CBatesDoubleExpModel (QuantLib::Handle<QuantLib::BatesDoubleExpModel> childNative);
#endif
		virtual ~CBatesDoubleExpModel ();
		!CBatesDoubleExpModel ();

	internal:
		QuantLib::BatesDoubleExpModel& GetReference ();
		boost::shared_ptr<QuantLib::BatesDoubleExpModel>& GetShared ();
		QuantLib::BatesDoubleExpModel* GetPointer ();
        void SetBatesDoubleExpModel (boost::shared_ptr<QuantLib::BatesDoubleExpModel> native)
        {
            if (_ppBatesDoubleExpModel != NULL)
                delete _ppBatesDoubleExpModel;
            _ppBatesDoubleExpModel = new boost::shared_ptr<QuantLib::BatesDoubleExpModel> (native);
            SetHestonModel (boost::dynamic_pointer_cast<QuantLib::HestonModel> (*_ppBatesDoubleExpModel));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::BatesDoubleExpModel>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Double Lambda 
        {
		    virtual Double get () ;
        }
        property Double NuDown 
        {
		    virtual Double get () ;
        }
        property Double NuUp 
        {
		    virtual Double get () ;
        }
        property Double P 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Models::Equity::IBatesDoubleExpModel^>::typeid)]
	[FactoryFor(Cephei::QL::Models::Equity::IBatesDoubleExpModel::typeid)]
	[FactoryFor(Cephei::QL::Models::Equity::IBatesDoubleExpModel_Factory::typeid)]
	public ref class CBatesDoubleExpModel_Factory sealed : public IBatesDoubleExpModel_Factory
	{
	public:
        virtual IBatesDoubleExpModel^ Create (Cephei::QL::Processes::IHestonProcess^ process, Microsoft::FSharp::Core::FSharpOption<Double>^ lambda, Microsoft::FSharp::Core::FSharpOption<Double>^ nuUp, Microsoft::FSharp::Core::FSharpOption<Double>^ nuDown, Microsoft::FSharp::Core::FSharpOption<Double>^ p);
    };
   
/*Cephei*/ } /*QL*/ } /*Models*/ } /*Equity */}
